Conjugate Direction Methods and Polarity for Quadratic Hypersurfaces

Giovanni Fasano () and Raffaele Pesenti ()

Journal of Optimization Theory and Applications, 2017, vol. 175, issue 3, No 8, 764-794

Abstract: Abstract We use some results from polarity theory to recast several geometric properties of Conjugate Gradient-based methods, for the solution of nonsingular symmetric linear systems. This approach allows us to pursue three main theoretical objectives. First, we can provide a novel geometric perspective on the generation of conjugate directions, in the context of positive definite systems. Second, we can extend the above geometric perspective to treat the generation of conjugate directions for handling indefinite linear systems. Third, by exploiting the geometric insight suggested by polarity theory, we can easily study the possible degeneracy (pivot breakdown) of Conjugate Gradient-based methods on indefinite linear systems. In particular, we prove that the degeneracy of the standard Conjugate Gradient on nonsingular indefinite linear systems can occur only once in the execution of the Conjugate Gradient.

Keywords: Polarity in homogeneous coordinates; Quadratic hypersurfaces; Conjugate Gradient method; Indefinite linear systems; 90C30; 65K99; 51N15 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10957-017-1180-6

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